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VIGI vs. IDEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIGI vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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VIGI vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
-2.65%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%17.69%
IDEV
iShares Core MSCI International Developed Markets ETF
1.32%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.29%

Returns By Period

In the year-to-date period, VIGI achieves a -2.65% return, which is significantly lower than IDEV's 1.32% return.


VIGI

1D
2.79%
1M
-7.49%
YTD
-2.65%
6M
-0.02%
1Y
9.07%
3Y*
8.54%
5Y*
4.29%
10Y*
7.67%

IDEV

1D
3.16%
1M
-7.78%
YTD
1.32%
6M
6.19%
1Y
25.70%
3Y*
15.12%
5Y*
8.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIGI vs. IDEV - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than IDEV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VIGI vs. IDEV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIGI
VIGI Risk / Return Rank: 3434
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3636
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 8383
Overall Rank
IDEV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDEV Omega Ratio Rank: 8383
Omega Ratio Rank
IDEV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDEV Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIGI vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and iShares Core MSCI International Developed Markets ETF (IDEV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VIGIIDEVDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.51

-0.92

Sortino ratio

Return per unit of downside risk

0.92

2.11

-1.19

Omega ratio

Gain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

0.81

2.21

-1.39

Martin ratio

Return relative to average drawdown

3.08

8.73

-5.66

VIGI vs. IDEV - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.59, which is lower than the IDEV Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VIGI and IDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIGIIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.51

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.52

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

0.00

Correlation

The correlation between VIGI and IDEV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIGI vs. IDEV - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.26%, less than IDEV's 3.36% yield.


TTM2025202420232022202120202019201820172016
VIGI
Vanguard International Dividend Appreciation ETF
2.26%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%
IDEV
iShares Core MSCI International Developed Markets ETF
3.36%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%

Drawdowns

VIGI vs. IDEV - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for VIGI and IDEV.


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Drawdown Indicators


VIGIIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-34.77%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-11.20%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-29.15%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-7.49%

-7.89%

+0.40%

Average Drawdown

Average peak-to-trough decline

-6.23%

-6.64%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.83%

-0.02%

Volatility

VIGI vs. IDEV - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 6.45%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 7.65%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

7.65%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.90%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

17.11%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

16.12%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

17.26%

-1.39%